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1.1 Motivations and Historical Clues. |
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1.2 Contents of the Book. |
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2 Stochastic Processes and Random Fields. |
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2.2 Stochastic Processes. |
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2.4 Orthogonal Decomposition of Random Functions. |
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3 Stochastic Models of Dynamic Excitations. |
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3.1 General Expression of Stochastic Excitations. |
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3.2 Seismic Ground Motions. |
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3.3 Fluctuating Wind Speed in the Boundary Layer. |
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3.4 Wind Wave and Ocean Wave Spectrum. |
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3.5 Orthogonal Decomposition of Random Excitations. |
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4 Stochastic Structural Analysis. |
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4.1 Introductory Remarks. |
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4.2 Fundamentals of Deterministic Structural Analysis. |
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4.3 Random Simulation Method. |
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4.4 Perturbation Approach. |
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4.5 Orthogonal Expansion Theory. |
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5 Random Vibration Analysis. |
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5.2 Moment Functions of the Responses. |
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5.3 Power Spectral Density Analysis. |
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5.4 Pseudo-Excitation Method. |
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5.5 Statistical Linearization. |
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5.6 Fokker?Planck?Kolmogorov Equation. |
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6 Probability Density Evolution Analysis: Theory. |
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6.2 The Principle of Preservation of Probability. |
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6.3 Markovian Systems and State Space Description: Liouville and Fokker?Planck?Kolmogorov Equations. |
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6.4 Dostupov?Pugachev Equation. |
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6.5 The Generalized Density Evolution Equation. |
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6.6 Solution of the Generalized Density Evolution Equation. |
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7 Probability Density Evolution Analysis: Numerical Methods. |
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7.1 Numerical Solution of First-Order Partial Differential Equation. |
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7.2 Representative Point Sets and Assigned Probabilities. |
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7.3 Strategy for Generating Basic Point Sets. |
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7.4 Density-Related Transformation. |
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7.5 Stochastic Response Analysis of Nonlinear MDOF Structures. |
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8 Dynamic Reliability of Structures. |
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8.1 Fundamentals of Structural Reliability Analysis. |
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8.2 Dynamic Reliability Analysis: First-Passage Probability Based on Excursion Assumption. |
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8.3 Dynamic Reliability Analysis: Generalized Density Evolution Equation-Based Approach. |
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8.4 Structural System Reliability. |
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9 Optimal Control of Stochastic Systems. |
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9.2 Optimal Control of Deterministic Systems. |
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9.3 Stochastic Optimal Control. |
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9.4 Reliability-Based Control of Structural Systems. |
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Appendix A: Dirac Delta Function. |
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A.2 Integration and Differentiation. |
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A.3 Common Physical Backgrounds. |
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Appendix B: Orthogonal Polynomials. |
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B.2 Common Orthogonal Polynomials. |
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Appendix C: Relationship between Power Spectral Density and Random Fourier Spectrum. |
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C.1 Spectra via Sample Fourier Transform. |
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C.2 Spectra via One-sided Finite Fourier Transform. |
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Appendix D: Orthonormal Base Vectors. |
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Appendix E: Probability in a Hyperball. |
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E.3 Monotonic Features of F(r, s). |
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Appendix F: Spectral Moments. |
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Appendix G: Generator Vectors in the Number Theoretical Method. |
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References and Bibliography. |
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